-40.9%
SE vs RUN
-46.2%
+5.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | -6.1% | +1.3% | -7.3% | -6.3% |
| 30D | -2.5% | -15.3% | +12.8% | -0.4% |
| 3M | +21.7% | -40.0% | +61.7% | +29.0% |
| 6M | +27.0% | -27.0% | +54.0% | +29.9% |
| YTD | -12.1% | -51.7% | +39.6% | -7.4% |
| 1Y | -40.9% | -45.9% | +5.0% | -39.4% |
| All | -40.9% | -46.2% | +5.3% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling